CLATPS(3)
okay so bestie, welcome to the CLATPS(3) page from the Library Functions Manual β it's the LAPACK subroutine that solves triangular systems when the matrix is packed, and it's literally out here preventing overflow like a main character. π
β¨
π NAME π
The source file this page is about is:
/home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/SRC/clatps.f
Yes, the whole NAME section is just that path. No cap. π«Ά
β¨ SYNOPSIS β¨
π οΈ Functions/Subroutines π οΈ
subroutine CLATPS (uplo, trans, diag, normin, n, ap, x, scale, cnorm, info)
CLATPS solves a triangular system of equations with the matrix held in packed storage. periodt. π
π FUNCTION/SUBROUTINE DOCUMENTATION π
subroutine CLATPS (character uplo, character trans, character diag, character normin, integer n, complex, dimension( * ) ap, complex, dimension( * ) x, real scale, real, dimension( * ) cnorm, integer info)
CLATPS solves a triangular system of equations with the matrix held in packed storage.
π― Purpose π―
CLATPS solves one of the triangular systems
A * x = s*b, A**T * x = s*b, or A**H * x = s*b,
with scaling to prevent overflow, where A is an upper or lower triangular matrix stored in packed form. Here A**T denotes the transpose of A, A**H denotes the conjugate transpose of A, x and b are n-element vectors, and s is a scaling factor, usually less than or equal to 1, chosen so that the components of x will be less than the overflow threshold. If the unscaled problem will not cause overflow, the Level 2 BLAS routine CTPSV is called. If the matrix A is singular (A(j,j) = 0 for some j), then s is set to 0 and a non-trivial solution to A*x = 0 is returned.
πΈ Parameters πΈ
UPLOβCHARACTER*1. Specifies whether the matrixAis upper or lower triangular.= 'U': Upper triangular;= 'L': Lower triangular.TRANSβCHARACTER*1. Specifies the operation applied toA.= 'N': Solve A * x = s*b (No transpose);= 'T': Solve A**T * x = s*b (Transpose);= 'C': Solve A**H * x = s*b (Conjugate transpose).DIAGβCHARACTER*1. Specifies whether or not the matrixAis unit triangular.= 'N': Non-unit triangular;= 'U': Unit triangular.NORMINβCHARACTER*1. Specifies whetherCNORMhas been set or not.= 'Y': CNORM contains the column norms on entry;= 'N': CNORM is not set on entry. On exit, the norms will be computed and stored in CNORM.NβINTEGER. The order of the matrixA.N >= 0.APβCOMPLEX array, dimension (N*(N+1)/2). The upper or lower triangular matrixA, packed columnwise in a linear array. The j-th column ofAis stored in the arrayAPas follows:
if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
XβCOMPLEX array, dimension (N). On entry, the right hand sidebof the triangular system. On exit,Xis overwritten by the solution vectorx.SCALEβREAL. The scaling factorsfor the triangular system
A * x = s*b, A**T * x = s*b, or A**H * x = s*b.
If SCALE = 0, the matrix A is singular or badly scaled, and the vector x is an exact or approximate solution to A*x = 0.
CNORMβREAL array, dimension (N). IfNORMIN = 'Y',CNORMis an input argument andCNORM(j)contains the norm of the off-diagonal part of the j-th column ofA. IfTRANS = 'N',CNORM(j)must be greater than or equal to the infinity-norm, and ifTRANS = 'T'or'C',CNORM(j)must be greater than or equal to the 1-norm. IfNORMIN = 'N',CNORMis an output argument andCNORM(j)returns the 1-norm of the offdiagonal part of the j-th column ofA.INFOβINTEGER.= 0: successful exit;< 0: if INFO = -k, the k-th argument had an illegal value.
π Author π
The academic icons behind this:
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
π§ Further Details π§
okay so here's the deeper lore, bestie β it's giving careful bound-checking energy:
A rough bound on x is computed; if that is less than overflow, CTPSV is called, otherwise, specific code is used which checks for possible overflow or divide-by-zero at every operation.
A columnwise scheme is used for solving A*x = b. The basic algorithm if A is lower triangular is
x[1:n] := b[1:n]
for j = 1, ..., n
x(j) := x(j) / A(j,j)
x[j+1:n] := x[j+1:n] - x(j) * A[j+1:n,j]
end
Define bounds on the components of x after j iterations of the loop:
M(j) = bound on x[1:j]
G(j) = bound on x[j+1:n]
Initially, let M(0) = 0 and G(0) = max{x(i), i=1,...,n}.
Then for iteration j+1 we have
M(j+1) <= G(j) / | A(j+1,j+1) |
G(j+1) <= G(j) + M(j+1) * | A[j+2:n,j+1] |
<= G(j) ( 1 + CNORM(j+1) / | A(j+1,j+1) | )
where CNORM(j+1) is greater than or equal to the infinity-norm of column j+1 of A, not counting the diagonal. Hence
G(j) <= G(0) product ( 1 + CNORM(i) / | A(i,i) | )
1<=i<=j
and
|x(j)| <= ( G(0) / |A(j,j)| ) product ( 1 + CNORM(i) / |A(i,i)| )
1<=i< j
Since |x(j)| <= M(j), we use the Level 2 BLAS routine CTPSV if the reciprocal of the largest M(j), j=1,..,n, is larger than max(underflow, 1/overflow).
The bound on x(j) is also used to determine when a step in the columnwise method can be performed without fear of overflow. If the computed bound is greater than a large constant, x is scaled to prevent overflow, but if the bound overflows, x is set to 0, x(j) to 1, and scale to 0, and a non-trivial solution to A*x = 0 is found.
Similarly, a row-wise scheme is used to solve A**T *x = b or A**H *x = b. The basic algorithm for A upper triangular is
for j = 1, ..., n
x(j) := ( b(j) - A[1:j-1,j]' * x[1:j-1] ) / A(j,j)
end
We simultaneously compute two bounds
G(j) = bound on ( b(i) - A[1:i-1,i]' * x[1:i-1] ), 1<=i<=j
M(j) = bound on x(i), 1<=i<=j
The initial values are G(0) = 0, M(0) = max{b(i), i=1,..,n}, and we add the constraint G(j) >= G(j-1) and M(j) >= M(j-1) for j >= 1. Then the bound on x(j) is
M(j) <= M(j-1) * ( 1 + CNORM(j) ) / | A(j,j) |
<= M(0) * product ( ( 1 + CNORM(i) ) / |A(i,i)| )
1<=i<=j
and we can safely call CTPSV if 1/M(n) and 1/G(n) are both greater than max(underflow, 1/overflow).
π Definition π
Definition at line 229 of file clatps.f.
πͺ Author (auto-generated) πͺ
Generated automatically by Doxygen for LAPACK from the source code.
π that's the whole page, bestie π β LAPACK Version 3.12.0, from the Library Functions Manual, footer path /home/abui...RC/clatps.f(3). now go solve those triangular systems with your bad self. mwah πβ¨
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